Interest Rates Products

 
 
Daily Price Limit Changes
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Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.730 0 99.725 99.735 99.725 101480
Eurodollar GEM5 Jun 2015 99.640 0 99.625 99.650 99.625 129192
Eurodollar GEU5 Sep 2015 99.505 +0.01 99.485 99.520 99.480 154712
Eurodollar GEZ5 Dec 2015 99.335 +0.025 99.300 99.350 99.295 177028
Eurodollar GEH6 Mar 2016 99.160 +0.045 99.110 99.175 99.105 143380
Eurodollar GEM6 Jun 2016 98.980 +0.06 98.925 98.995 98.910 131652
Eurodollar GEU6 Sep 2016 98.810 +0.075 98.735 98.825 98.725 114090
Eurodollar GEZ6 Dec 2016 98.655 +0.085 98.570 98.670 98.560 168778
10-Year U.S. Treasury Note ZNH5 Mar 2015 130'270 +0'210 130'065 130'305 130'040 721213
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 104'040 b +0'135 103'280 104'055 103'280 658
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 110'275 b +0'260 110'115 110'305 110'115 1040
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.2275 a +0.0375 - 99.2350 - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.9425 b +0.06 - 98.9500 - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.5450 b +0.08 - 98.5525 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.730 0 99.725 99.735 99.725 101480
Eurodollar GEM5 Jun 2015 99.640 0 99.625 99.650 99.625 129192
Eurodollar GEU5 Sep 2015 99.505 +0.01 99.485 99.520 99.480 154712
Eurodollar GEZ5 Dec 2015 99.335 +0.025 99.300 99.350 99.295 177028
Eurodollar GEH6 Mar 2016 99.160 +0.045 99.110 99.175 99.105 143380
Eurodollar GEM6 Jun 2016 98.980 +0.06 98.925 98.995 98.910 131652
Eurodollar GEU6 Sep 2016 98.810 +0.075 98.735 98.825 98.725 114090
Eurodollar GEZ6 Dec 2016 98.655 +0.085 98.570 98.670 98.560 168778
30-Day Federal Funds ZQG5 Feb 2015 99.875 0 99.875 99.880 99.875 2589
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.2275 a +0.0375 - 99.2350 - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.9425 b +0.06 - 98.9500 - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.5450 b +0.08 - 98.5525 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 179'00 +2'01 177'03 179'07 176'26 45546
U.S. Treasury Bond ZBH5 Mar 2015 151'10 +0'29 150'10 151'15 150'06 168014
10-Year U.S. Treasury Note ZNH5 Mar 2015 130'270 +0'210 130'065 130'305 130'040 721213
5-Year U.S. Treasury Note ZFH5 Mar 2015 121'100 +0'137 120'292 121'115 120'277 376516
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'280 +0'032 109'250 109'282 109'245 116252
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'300 b +0'025 - 100'305 - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 104'040 b +0'135 103'280 104'055 103'280 658
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 110'275 b +0'260 110'115 110'305 110'115 1040
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 130'14 b +1'31 129'06 130'18 129'06 87
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 100.715 a -0.025 - - 100.715 -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.